-21.0%
CIFR vs UNP
+39.6%
-60.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | +4.8% | +4.2% | +0.6% | +2.8% |
| 30D | -31.0% | +5.6% | -36.6% | -33.2% |
| 3M | -58.7% | +2.0% | -60.8% | -59.5% |
| 6M | -67.7% | +15.4% | -83.1% | -71.0% |
| YTD | -53.5% | +32.7% | -86.2% | -62.2% |
| 1Y | -54.1% | +39.4% | -93.5% | -64.0% |
| 3Y | +138.2% | +54.3% | +83.9% | +78.8% |
| All | -21.0% | +39.6% | -60.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling